IDEAS home Printed from https://ideas.repec.org/r/cwl/cwldpp/151.html

Seasonal Adjustment of Economic Time Series and Multiple Regression

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Michael C. Lovell, 2005. "A Simple Proof of the FWL (Frisch-Waugh-Lovell) Theorem," Wesleyan Economics Working Papers 2005-012, Wesleyan University, Department of Economics, revised Jan 2007.
  2. Lokman Gunduz, 2001. "Monetary Transmission and Bank Lending in Turkey," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 5(18), pages 13-32.
  3. Jason Allen & Robert Amano & David P. Byrne & Allan W. Gregory, 2009. "Canadian city housing prices and urban market segmentation," Canadian Journal of Economics, Canadian Economics Association, vol. 42(3), pages 1132-1149, August.
  4. Tadeusz Kufel & Pawel Kufel, 2008. "The Congruence Postulate at the Early Stage of Dynamic Econometric Modeling," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 8, pages 29-36.
  5. Bardsen, Gunnar, "undated". "Dynamic Modelling And The Demand For Narrow Money In Norway," Economic Research Papers 268479, University of Warwick - Department of Economics.
  6. Emmanuel Flachaire & Gilles Hacheme & Sullivan Hu'e & S'ebastien Laurent, 2022. "GAM(L)A: An econometric model for interpretable Machine Learning," Papers 2203.11691, arXiv.org.
  7. Svend Hylleberg, 2006. "Seasonal Adjustment," Economics Working Papers 2006-04, Department of Economics and Business Economics, Aarhus University.
  8. Moheb Ghali & John M. Krieg & K. Surekha Rao, 2011. "A Bayesian Extension of the J-Test for Non-Nested Hypotheses," Journal of Quantitative Economics, The Indian Econometric Society, vol. 9(1), pages 53-72.
  9. Weron, Rafał & Zator, Michał, 2014. "Revisiting the relationship between spot and futures prices in the Nord Pool electricity market," Energy Economics, Elsevier, vol. 44(C), pages 178-190.
  10. Pillai N., Vijayamohanan, 2016. "How Do You Interpret Your Regression Coefficients?," MPRA Paper 76867, University Library of Munich, Germany.
  11. Christopher J. Green & Victor Murinde, 2003. "Flow of funds: implications for research on financial sector development and the real economy," Journal of International Development, John Wiley & Sons, Ltd., vol. 15(8), pages 1015-1036.
  12. Kea BARET, 2021. "Fiscal rules’ compliance and Social Welfare," Working Papers of BETA 2021-38, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
  13. Gagliardini, Patrick & Ossola, Elisa & Scaillet, Olivier, 2019. "A diagnostic criterion for approximate factor structure," Journal of Econometrics, Elsevier, vol. 212(2), pages 503-521.
  14. Ding, Peng, 2021. "The Frisch–Waugh–Lovell theorem for standard errors," Statistics & Probability Letters, Elsevier, vol. 168(C).
  15. Peng, Fei & Anwar, Sajid & Kang, Lili, 2020. "Institutional monitoring, coordination and corporate acquisitions in China," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
  16. Bardsen, Gunnar & Klovland, Jan Tore, "undated". "Finding The Right Nominal Anchor: The Cointegration Of Money, Credit And Nominal Income In Norway," Economic Research Papers 268385, University of Warwick - Department of Economics.
  17. Valerio Filoso, 2013. "Regression anatomy, revealed," Stata Journal, StataCorp LLC, vol. 13(1), pages 92-106, March.
  18. Juergen Bitzer & Erkan Goeren, 2018. "Foreign Aid and Subnational Development: A Grid Cell Analysis," Working Papers V-407-18, University of Oldenburg, Department of Economics, revised Mar 2018.
  19. Yaroslav Mukhin, 2018. "Sensitivity of Regular Estimators," Papers 1805.08883, arXiv.org.
  20. David E. Giles, 2017. "On the Inconsistency of Instrumental Variables Estimators for the Coefficients of Certain Dummy Variables," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 15(1), pages 15-26, March.
  21. Bruno Merlevede & Angelos Theodorakopoulos, 2018. "Productivity Effects Of Internationalisation Through The Domestic Supply Chain: Evidence From Europe," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 18/949, Ghent University, Faculty of Economics and Business Administration.
  22. Mollick, Andre Varella, 2004. "Production smoothing in the Japanese vehicle industry," International Journal of Production Economics, Elsevier, vol. 91(1), pages 63-74, September.
  23. Jorge Mejia & Shawn Mankad & Anandasivam Gopal, 2019. "A for Effort? Using the Crowd to Identify Moral Hazard in New York City Restaurant Hygiene Inspections," Information Systems Research, INFORMS, vol. 30(4), pages 1363-1386, December.
  24. Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2007. "Enhanced routines for instrumental variables/generalized method of moments estimation and testing," Stata Journal, StataCorp LLC, vol. 7(4), pages 465-506, December.
  25. Reeves Karyn L. & McKinnon Elizabeth J. & James Ian R., 2012. "Correction for Founder Effects in Host-Viral Association Studies via Principal Components," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 11(4), pages 1-17, July.
  26. Kulaksizoglu, Tamer, 2004. "Measuring the Effectiveness of Competition Policy: Evidence from the Turkish Cement Industry," MPRA Paper 357, University Library of Munich, Germany.
  27. Roccazzella, Francesco & Candelon, Bertrand, 2022. "Should we care about ECB inflation expectations?," LIDAM Discussion Papers LFIN 2022004, Université catholique de Louvain, Louvain Finance (LFIN).
  28. Huizinga, Harry & Demirgüç-Kunt, Asli & Bertay, Ata, 2011. "Is the Financial Safety Net a Barrier to Cross-Border Banking?," CEPR Discussion Papers 8712, C.E.P.R. Discussion Papers.
  29. Corrado Giulietti & Brendon McConnell, 2020. "Kicking You When You're Already Down: The Multipronged Impact of Austerity on Crime," Papers 2012.08133, arXiv.org, revised Aug 2022.
  30. Peng Ding, 2020. "The Frisch--Waugh--Lovell Theorem for Standard Errors," Papers 2009.06621, arXiv.org.
  31. Adermon, Adrian & Liang, Che-Yuan, 2014. "Piracy and music sales: The effects of an anti-piracy law," Journal of Economic Behavior & Organization, Elsevier, vol. 105(C), pages 90-106.
  32. Hugh Christensen & Simon Godsill & Richard E Turner, 2020. "Hidden Markov Models Applied To Intraday Momentum Trading With Side Information," Papers 2006.08307, arXiv.org.
  33. Bento, Antonio M. & Miller, Noah & Mookerjee, Mehreen & Severnini, Edson, 2023. "A unifying approach to measuring climate change impacts and adaptation," Journal of Environmental Economics and Management, Elsevier, vol. 121(C).
  34. Elvina Faustina Dhata & Chang Ki Kim & Hyun-Goo Kim & Boyoung Kim & Myeongchan Oh, 2022. "Site-Adaptation for Correcting Satellite-Derived Solar Irradiance: Performance Comparison between Various Regressive and Distribution Mapping Techniques for Application in Daejeon, South Korea," Energies, MDPI, vol. 15(23), pages 1-20, November.
  35. Lawrence E. Raffalovich, 1994. "Detrending Time Series," Sociological Methods & Research, , vol. 22(4), pages 492-519, May.
  36. Davidson, Russell & MacKinnon, James G, 1981. "Several Tests for Model Specification in the Presence of Alternative Hypotheses," Econometrica, Econometric Society, vol. 49(3), pages 781-793, May.
  37. Sullivan Hué, 2022. "GAM(L)A: An econometric model for interpretable machine learning," French Stata Users' Group Meetings 2022 19, Stata Users Group.
  38. Michael Dinerstein & Rigissa Megalokonomou & Constantine Yannelis, 2020. "Human Capital Depreciation," Working Papers 2020-146, Becker Friedman Institute for Research In Economics.
  39. Shirley Kallek, 1979. "An Overview of the Objectives and Framework of Seasonal Adjustment," NBER Chapters, in: Seasonal Analysis of Economic Time Series, pages 1-32, National Bureau of Economic Research, Inc.
  40. Emaad Manzoor & George H. Chen & Dokyun Lee & Michael D. Smith, 2020. "Influence via Ethos: On the Persuasive Power of Reputation in Deliberation Online," Papers 2006.00707, arXiv.org.
  41. Peng, Fei & Kang, Lili & Yang, Xiaocong, 2014. "Institutional Monitoring, Coordination and Acquisition Decision in Chinese Public Listed Companies," MPRA Paper 63746, University Library of Munich, Germany.
  42. J.C.R. Rowley, 1970. "Prior Adjustment: An Extension of the Frisch-Waugh Theorem to the Method of Two-Stage Least Squares," Working Paper 17, Economics Department, Queen's University.
  43. Bryan A. Stuart, 2022. "The Long-Run Effects of Recessions on Education and Income," American Economic Journal: Applied Economics, American Economic Association, vol. 14(1), pages 42-74, January.
  44. Hinz, Julian & Stammann, Amrei & Wanner, Joschka, 2019. "Persistent zeros: The extensive margin of trade," Kiel Working Papers 2139, Kiel Institute for the World Economy (IfW Kiel).
  45. Marianne Baxter, 2017. "Robust Determinants of Bilateral Trade," 2017 Meeting Papers 591, Society for Economic Dynamics.
  46. Martha J. Bailey & John DiNardo & Bryan A. Stuart, 2021. "The Economic Impact of a High National Minimum Wage: Evidence from the 1966 Fair Labor Standards Act," Journal of Labor Economics, University of Chicago Press, vol. 39(S2), pages 329-367.
  47. Donna, Javier D. & Veramendi, Gregory F., 2018. "Gender Differences within the Firm: Evidence from Two Million Travelers," MPRA Paper 92834, University Library of Munich, Germany.
  48. Zheng, Bingyong & Xiao, Junji, 2020. "Corruption and Investment: Theory and Evidence from China," Journal of Economic Behavior & Organization, Elsevier, vol. 175(C), pages 40-54.
  49. Travis D. Nesmith, 2007. "Rational Seasonality," International Symposia in Economic Theory and Econometrics, in: Functional Structure Inference, pages 227-255, Emerald Group Publishing Limited.
  50. Melvyn Weeks & Tobias Gabel Christiansen, 2020. "Understanding the Distributional Aspects of Microcredit Expansions," Papers 2011.10509, arXiv.org.
  51. Jean-Bernard Chatelain & Kirsten Ralf, 2010. "Inference on Time-Invariant Variables using Panel Data: A Pre-Test Estimator with an Application to the Returns to Schooling," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00492039, HAL.
  52. Wüstenfeld, Jan & Geldner, Teo, 2022. "Economic uncertainty and national bitcoin trading activity," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
  53. Christiano, Lawrence J. & Todd, Richard M., 2002. "The conventional treatment of seasonality in business cycle analysis: does it create distortions?," Journal of Monetary Economics, Elsevier, vol. 49(2), pages 335-364, March.
  54. Cem Payaslioglu, 2001. "Testing Volatility Asymmetry in Istanbul Stock Exchange," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 5(18), pages 1-12.
  55. Dalia Ghanem & Aaron Smith, 2022. "Causality in structural vector autoregressions: Science or sorcery?," American Journal of Agricultural Economics, John Wiley & Sons, vol. 104(3), pages 881-904, May.
  56. Mittag, Nikolas, 2012. "New methods to estimate models with large sets of fixed effects with an application to matched employer-employee data from Germany," FDZ Methodenreport 201201_en, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
  57. Nelson, Charles R & Kang, Heejoon, 1984. "Pitfalls in the Use of Time as an Explanatory Variable in Regression," Journal of Business & Economic Statistics, American Statistical Association, vol. 2(1), pages 73-82, January.
  58. Strong, S.M. & Wolanowski, A.M., 1981. "A Queueing Model For Egg Price Determination," Australian Journal of Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 25(2), pages 1-6, August.
  59. repec:iab:iabfme:201201(en is not listed on IDEAS
  60. Leonardo Marinho, 2022. "Causal Impulse Responses for Time Series," Working Papers Series 570, Central Bank of Brazil, Research Department.
  61. George Babich & John Goodhew, 1978. "Short Term Econometric Forecasting and Seasonal Adjustment," The Economic Record, The Economic Society of Australia, vol. 54(2), pages 229-236, August.
  62. Frank T. Denton, 2007. "On the Sensitivity of Aggregate Productivity Growth Rates to Noisy Measurement," Social and Economic Dimensions of an Aging Population Research Papers 192, McMaster University.
  63. Gaston Giordana & Ingmar Schumacher, 2012. "Macroeconomic Conditions and Leverage in Monetary Financial Institutions: Comparing European countries and Luxembourg," BCL working papers 77, Central Bank of Luxembourg.
  64. Do Won Kwak & Kam Ki Tang & Juyoung Cheong, 2017. "The projection approach for multi-way error components models with partially balanced panel data," Discussion Papers Series 583, School of Economics, University of Queensland, Australia.
  65. Wenying Yao & Mardi Dungey & Vitali Alexeev, 2020. "Modelling Financial Contagion Using High Frequency Data," The Economic Record, The Economic Society of Australia, vol. 96(314), pages 314-330, September.
  66. De Moor, Lieven & Sercu, Piet, 2011. "Country versus sector factors in equity returns: The roles of non-unit exposures," Journal of Empirical Finance, Elsevier, vol. 18(1), pages 64-77, January.
  67. Campos, Julia, 1991. "A Brief Look on the Literature on Deseasonalization," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 11(2), November.
  68. Giles, David E. A., 1984. "Instrumental variables regressions involving seasonal data," Economics Letters, Elsevier, vol. 14(4), pages 339-343.
  69. Shirley Kallek, 1978. "An Overview of the Objectives and Framework of Seasonal Adjustment," NBER Chapters, in: Seasonal Analysis of Economic Time Series, pages 3-32, National Bureau of Economic Research, Inc.
  70. Goodman-Bacon, Andrew, 2021. "Difference-in-differences with variation in treatment timing," Journal of Econometrics, Elsevier, vol. 225(2), pages 254-277.
  71. Evan D. Peet & Dana Schultz & Susan Lovejoy & Fuchiang (Rich) Tsui, 2023. "Variation in the infant health effects of the women, infants, and children program by predicted risk using novel machine learning methods," Health Economics, John Wiley & Sons, Ltd., vol. 32(1), pages 194-217, January.
  72. Mark Gersovitz & James G. MacKinnon, 1977. "Seasonality in Regression: An Application of Smoothness Priors," Working Paper 257, Economics Department, Queen's University.
  73. Adrian C. Darnell, 1994. "A Dictionary Of Econometrics," Books, Edward Elgar Publishing, number 118, March.
  74. Daniel Thorburn & Can Tongur, 2014. "Assessing direct and indirect seasonal decomposition in state space," Journal of Applied Statistics, Taylor & Francis Journals, vol. 41(9), pages 2075-2091, September.
  75. David Anderson & Margrét V. Bjarnadóttir & Cristian L. Dezső & David Gaddis Ross, 2019. "On a Firm’s Optimal Response to Pressure for Gender Pay Equity," Organization Science, INFORMS, vol. 30(1), pages 214-231, February.
  76. Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2007. "Enhanced routines for instrumental variables/GMM estimation and testing," CERT Discussion Papers 0706, Centre for Economic Reform and Transformation, Heriot Watt University.
  77. Radosław Kala & Simo Puntanen & Yongge Tian, 2017. "Some notes on linear sufficiency," Statistical Papers, Springer, vol. 58(1), pages 1-17, March.
  78. Meltem Gulenay Ongan, 2002. "The Seasonal Adjustment of the Consumer and Wholesale Prices : a Comparison of Census X-11, X-12 Arima and Tramo/Seats," Working Papers 0205, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  79. Green, Christopher J. & Holmes, Mark J. & Kowalski, Tadeusz, 2001. "Poland: a successful transition to budget sustainability?," Emerging Markets Review, Elsevier, vol. 2(2), pages 161-183, June.
  80. Naumov Alexey & Akimova Varvara & Elmanova Daria & Velichko Elizaveta & Topnikov Mikhail & Volkov Maxim & Khusainova Alina & Shmyd Petr & Poturaeva Aleksandra & Nosova Elena, 2020. "Role of seasonality in the socio-economic development of rural areas of the southern part of the Republic of Karelia," Miscellanea Geographica. Regional Studies on Development, Sciendo, vol. 24(2), pages 51-61, April.
  81. Brian Asquith & Judith K. Hellerstein & Mark J. Kutzbach & David Neumark, 2021. "Social capital determinants and labor market networks," Journal of Regional Science, Wiley Blackwell, vol. 61(1), pages 212-260, January.
  82. Dennis Coates & Craig A. Depken,, 2011. "Mega-Events: Is Baylor Football to Waco What the Super Bowl is to Houston?," Journal of Sports Economics, , vol. 12(6), pages 599-620, December.
  83. C.Emre Alper & S.Boragan Aruoba, 2001. "Deseasonalizing Macroeconomic Data: A Caveat to Applied Researchers in Turkey," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 5(18), pages 33-52.
  84. De Blander, Rembert, 2010. "A simple estimator for the correlated random coefficient model," Economics Letters, Elsevier, vol. 106(3), pages 158-161, March.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.